-11.8%
CMG vs CAVA
+33.0%
-44.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.6% |
| 7D | -2.1% | -8.0% | +6.0% | -0.2% |
| 30D | +10.9% | -19.6% | +30.5% | +16.3% |
| 3M | +15.8% | -36.7% | +52.5% | +27.6% |
| 6M | +6.9% | -30.6% | +37.5% | +15.1% |
| YTD | -2.2% | -4.8% | +2.6% | -2.1% |
| 1Y | -7.1% | -13.1% | +6.0% | -5.6% |
| 3Y | -7.1% | +48.8% | -55.9% | -11.1% |
| All | -11.8% | +33.0% | -44.8% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CAVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling